Statistical distribution comparison for two datasets

32 vues (au cours des 30 derniers jours)
Kevin Zhu
Kevin Zhu le 20 Juil 2022
For example I have two multivariate random variables a and b, and for a and b, I have N realizations for both of them such as and . I do not know the exact distribution of a and b, and I would like to know if they are approximately following the same distribution. Is there any method I can do that?

Réponse acceptée

Jeff Miller
Jeff Miller le 21 Juil 2022
You could use manova if you just wanted to compare the centroids of the multivariate distributions, but it sounds like you want more than that--i.e., the ability to detect any sort of differences in the distributions, not just centroids.
If that is the case, you might be able to use a multivariate generalization of tests for full distributions.
I hope your N is huge...

Plus de réponses (1)

KSSV le 20 Juil 2022
  3 commentaires
Kevin Zhu
Kevin Zhu le 20 Juil 2022
Consider a is a 100-dimension multivariate random variable, and I have dataset with N realizations. What I want to compare is the random aand b. I'll make it clear in the question

Connectez-vous pour commenter.




Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by